+33.3%
KNX vs LDOS
+30.5%
+2.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.8% | +3.4% |
| 7D | +9.2% | -1.6% | +10.8% | +9.5% |
| 30D | +0.9% | +8.2% | -7.3% | -0.6% |
| 3M | -12.7% | -8.2% | -4.5% | -11.8% |
| 6M | +7.3% | +5.8% | +1.5% | +6.0% |
| YTD | +23.1% | -27.0% | +50.1% | +30.1% |
| 1Y | +47.1% | -31.0% | +78.0% | +57.4% |
| 3Y | +33.3% | +29.3% | +4.0% | +12.0% |
| All | +33.3% | +30.5% | +2.8% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling